→ jasonkeen:答案好像要出來了,嘿嘿嘿~ 11/06 00:30
T is sufficient statistic
then f(x1,...,xn;θ) = g(t;θ)h(x1,...,xn|t)
where t = T(x1,...,xn)
hence, finding θ to maximize f(x1,...,xn;θ)
=> finding θ to maximize g(t;θ)
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assume that θ maximize g(t;θ)
(g(t;θ) is function of T, and also be function of θ)
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if MLE is unique, θ = MLE is function of T
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if MLE is not unique, θ is one of MLE
we can't say MLE must be function of T
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這是說明還是證明…大家一起來 debug 吧~
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